scholarly journals INDEKS DOW JONES, NIKKEI225, INFLASI DAN VOLUME PERDAGANGAN: ANALISIS PENGARUH TERHADAP IHSG

2021 ◽  
Vol 8 (2) ◽  
pp. 113-132
Author(s):  
Yunio Roofica Ainanur ◽  
Tri Kartika Pertiwi
Keyword(s):  
Time Series ◽  
Trading Volume ◽  
Composite Index ◽  
Secondary Data ◽  
Stock Trading ◽  
Monthly Basis ◽  
Jones Index ◽  
Independent Variables

Penelitian ini memiliki tujuan mengetahui pengaruh variabel indeks Dow Jones, Nikkei225, inflasi dan Volume Perdagangan terhadap Indeks Harga Saham Gabungan (IHSG). Sampel penelitian menggunakan data sekunder (time series) IHSG bulan Januari 2015 sampai Desember 2019 secara bulanan. Penelitian menggunakan analisis regresi linear berganda. Hasil uji menyatakan indeks Dow Jones memberi kontribusi pada Indeks harga Saham Gabungan (IHSG). Indeks Nikkei225 memberi kontribusi pada Indeks harga Saham Gabungan (IHSG). Inflasi tidak memberi kontribusi pada Indeks harga Saham Gabungan (IHSG). Volume transaksi Perdagangan Saham tidak memberi kontribusi pada Indeks harga Saham Gabungan (IHSG). Seluruh variabel independen tersebut bersama memberi kontribusi pada Indeks Harga Saham Gabungan (IHSG).  This studyaims to investigate the effect of the Dow Jones index, Nikkei225 index, inflation and trading volume on the JakartaComposite Index (JCI). Thesample of this study uses secondary data with the JCI time series from January 2015 to December 2019 on a monthly basis. This study usesmultiple linearregressionanalysis. This study was found that the Dow Jones Industrial Averagegive contributes to the JakartaComposite Index (JCI). The Nikkei225 index give contributes to the Jakarta Composite Index (JCI). Inflation does not give contributeto the JakartayComposite Indexy (JCI). The volume of stock trading transactions does not give contribute to the Jakarta Composite Index (JCI). All of these independent variables simultaneously give contribute to the Jakarta Composite Index (JCI).

scholarly journals PENGARUH ZIS (ZAKAT, INFAK, SEDEKAH) DAN ZAKAT FITRAH TERHADAP PENURUNAN KEMISKINAN DI INDONESIA PERIODE 1998 - 2010

Media Ekonomi ◽  
2017 ◽  
Vol 20 (1) ◽  
pp. 83
Author(s):  
Jumadin Lapopo
Keyword(s):  
Time Series ◽  
Developing Countries ◽  
Regression Analysis ◽  
Poverty Reduction ◽  
Time Series Data ◽  
Secondary Data ◽  
Series Data ◽  
Analysis Model ◽  
Independent Variables

<p>Poverty is being a problem in all developing countries including Indonesia. Among goverment programs, poverty has become the center offattention in policy at both of the regional and national levels. Looking at thephenomenon of poverty, Islam present with solution to reduce poverty through Zakat. This study aims to analyze the effect of ZIS and Zakat Fitrah against poverty in Indonesia in 1998 until 2010, data used in this study is secondary data and uses time series data, for the dependent variabel is poverty and for independent variables are ZIS and Zakat Fitrah. The analysis tools used in this study is to use multiple regression analysis model and the assumptions of classical test using the software Eviews-4. In this study also concluded that the ZIS variables significantly affect to the reduction of poverty in Indonesia although the effect is very small. In the variable Zakat Fitrah not significantly affect poverty reduction in Indonesia because of the nature of Zakat Fitrah is for consumption and not for long-term needs. The results of this study can be used for the management of zakat to be able to develop the management and to get a better system for distribution of zakat so that the main purpose of zakat can be achieved to reduce poverty.<br />Keywords : Poverty, Zakat Fitrah, ZIS.</p>

scholarly journals Analisis Reaksi Investor di Bursa Efek Indonesia pada Pelantikan Joko Widodo

2020 ◽  
Vol 12 (1) ◽  
pp. 50
Author(s):  
Komang Lia Karina ◽  
I Nyoman Sujana ◽  
M. Rudi Irwansyah
Keyword(s):  
Trading Volume ◽  
Stock Exchange ◽  
Abnormal Returns ◽  
Secondary Data ◽  
Wilcoxon Test ◽  
Stock Index ◽  
Stock Trading ◽  
Significance Level ◽  
Significant Difference ◽  
Before And After

This study aimed to analyze the reaction of investors on Indonesia Stock Exchange to the inauguration of the 8th President by observing whether there were any significant differences in abnormal returns and stock trading volume activities before and after the event. The observation period used in this study was 10 days, with details of each 5 days before and after the President's inauguration event that occurred on 20 October 2019. This research was quantitative research and used daily transaction data on the market capital as a secondary data source. The samples used were companies that were included in the LQ45 stock index for the period August 2019 - January 2020. A non-parametric test in the form of Wilcoxon test was used to test the hypothesis. The results of this study showed that there were no significant difference in abnormal return and stock trading volume activity in the period before and after the event. This was evidenced by the probability value above the significance level of 5%. Thus, the results of this study were stated that there was no reaction from the investor related to the event of the inauguration of the 8th President in Indonesia.

scholarly journals Pengaruh inflasi, investasi asing langsung dan pengeluaran pemerintah terhadap pertumbuhan ekonomi Indonesia

2018 ◽  
Vol 13 (2) ◽  
pp. 95-104
Author(s):  
Riris Prantika Putri ◽  
Heriberta Heriberta ◽  
Emilia Emilia
Keyword(s):  
Economic Growth ◽  
Time Series ◽  
Foreign Direct Investment ◽  
Direct Investment ◽  
Government Expenditure ◽  
Secondary Data ◽  
T Test ◽  
F Test ◽  
Independent Variables ◽  
Average Development

This study aims to analyze the development of inflation, foreign direct investment (FDI) and government expenditure to economic growth in Indonesia also to identify and analyze the effect of inflation, FDI and government expenditure to economic growth in Indonesia. The data used is secondary data in the form of time series. Based on the data obtained, the average development of economic growth in Indonesia during the period 2000-2017 was 5.29%. Based on the F test the independent variables tend to influence the dependent variable. In the t-test is known that inflation does not affect the economic growth in Indonesia, while FDI and government expenditure has a positive and significant impact on economic growth in Indonesia. The R2 value is 0,594602, amounting to 59.46% means that economic growth is affected by inflation, FDI and government expenditure, 40.54% influenced by other factors that were not included in this study

scholarly journals Analisis Buyback Saham Tanpa Rapat Umum Pemegang Saham di PT. Aneka Tambang (Studi Pada Surat Edaran Nomor 3/SEOJK.04/2020)

2021 ◽  
Vol 14 (1) ◽  
pp. 9-21
Author(s):  
M. Boy Singgih Gitayuda
Keyword(s):  
Abnormal Return ◽  
Trading Volume ◽  
Secondary Data ◽  
Data Types ◽  
Volume Activity ◽  
Stock Trading ◽  
Significant Difference ◽  
Before And After ◽  
Stock Buyback ◽  
Descriptive Approach

In early 2020, stock trading in Indonesia was under significant pressure, as indicated by the decline in the IHSG. This is due to the pressure and global economic slowdown due to the Covid-19 pandemic and weakening world oil prices. The purpose of this study was to find out how the effect of share buyback announcements without the RUPS on the response to the market at PT. Aneka Tambang Tbk. based on Surat Edaran OJK Nomor 3/SEOJK.04/2020. This research is structured with a quantitative method with a descriptive approach using secondary data types obtained from finance.yahoo.com and other relevant sources. This study will assess whether a significant difference is found before the announcement of the stock buyback and afterwards on the return, abnormal return, and trading volume activity of the stock. The results of the study stated that there was no significant difference before and after the announcement of the stock buyback on the return and abnormal return at PT. Aneka Tambang Tbk. However, a significant difference was found in the trading volume activity (TVA) before the announcement of the share buyback at PT. Aneka Tambang Tbk. and after.

scholarly journals Pengaruh Volume Perdagangan Saham, Leverage, dan Kebijakan Dividen Terhadap Volatilitas Harga Saham

2020 ◽  
Vol 2 (3) ◽  
pp. 149-162
Author(s):  
Mario Ascaryo Septyadi ◽  
Theresia Hesti Bwarleling
Keyword(s):  
Stock Price ◽  
Trading Volume ◽  
Dividend Policy ◽  
Stock Exchange ◽  
Linear Regression Analysis ◽  
Price Volatility ◽  
Secondary Data ◽  
Sampling Technique ◽  
Stock Trading ◽  
Stock Price Volatility

This study aims to determine the influence of Stock Trading Volume, Leverage, and Dividend Policy both simultaneously and partially from LQ45 Index companies listed on the Indonesia Stock Exchange in 2016-2018. The analysis technique used is multiple linear regression analysis using the IBM SPSS 26 program. This type of research is a quantitative study using secondary data, there are 18 companies as a sample of research data collected by purposive sampling technique. The dependent variable in this study is Stock Price Volatility, while the independent variables are Stock Trading Volume, Leverage, and Dividend Policy. The results showed that partially Stock Trading Volume has a positive and significant effect on Stock Price Volatility. Leverage and Dividend Policy have no significant effect on Stock Price Volatility. It is expected that the results of this study can be taken into consideration for investors to choose the right type of investment based on the level of stock price volatility that is influenced by various factors, especially stock trading volume..

scholarly journals PENGARUH INDEKS SAHAM GLOBAL DAN KONDISI MAKRO INDONESIA TERHADAP INDEKS HARGA SAHAM GABUNGAN BURSA EFEK INDONESIA

Media Ekonomi ◽  
2014 ◽  
Vol 22 (2) ◽  
pp. 133
Author(s):  
Pardomuan Sihombing, ◽  
Rizal ,
Keyword(s):  
Exchange Rate ◽  
Stock Exchange ◽  
Composite Index ◽  
Secondary Data ◽  
Economic Indicator ◽  
United States Dollar ◽  
Independent Variables ◽  
Stock Indices ◽  
Global Stock

<p>The objective of this research is to examine the effect of global stock indices and marco economic condition of Indonesia to Jakarta Stock Exchange Composite Index (JCI). The global stock indices that had been analyzed in this research are Dow Jones Industrial Average (DJIA), Nikkei 225 (N225), Shanghai Stock Exchange Composite (SSE), Financial Times Stock Exchange 100 (FTSE 100), and Hang Seng Index (HSI). The macro economic indicator that had been analyzed in this research are exchange rate United States dollar to Indonesian rupiah, inflation and BI rate. This research was conducted using secondary data. Research periods are 10 years for 120 months since January 2008 until December 2012. This study was analyzed by using error correction model (ECM). By using this method, it can be analyzed the short and long term influence from the independent variables to the dependent variable with its analysis techniques to correct long term imbalances. The result shows that in short term, only DJIA, exchange rate and BI rate have significant effect on JCI. While in long term, DJIA, N225, SSE, HSI, and BI rate have significant effect on JCI. Adjusted R-square value of 0.444987 can illustrate that the dependent variable is explained by the independent variables for 44.499 percent, while the rest are influenced by the other variables.</p><p> </p>

scholarly journals Pengaruh Internal Control, Volatilitas Saham, dan Volume Perdagangan Terhadap Bid-Ask Spread Pada Perusahaan yang Terdaftar dalam Indeks LQ45 Tahun 2011-2015

2018 ◽  
Vol 6 (1) ◽  
pp. 1
Author(s):  
Aida Yulia ◽  
Ikramaturrabiah Ikramaturrabiah
Keyword(s):  
Internal Control ◽  
Trading Volume ◽  
Sampling Method ◽  
Annual Report ◽  
Secondary Data ◽  
Stock Volatility ◽  
Purposive Sampling ◽  
Independent Variables ◽  
Bid Ask Spread ◽  
Control Stock

Abstract The purpose of this study is to examine the effect of internal control, stock volatility, and trading volume on bid-ask spread of companies listed in LQ45 index  in the period of 2011 to 2015. Dependent variable used in this study is bid-ask spread, while independent variables used in this study are internal control, stock volatility, and trading volume. By using purposive sampling method, from 45 companies listed in LQ45 index, 16 companies are choosed as the sample in this study. The type of data used in this study is secondary data which are annual report and ICamel. Data is analyzed by statistical analysis using a multiple regression analysis. Then data is processed by statistical package for social science (SPSS) 20. The results of this study show that internal control, stock volatility, and trading volume have simultaneously effect on bid-ask spread. Internal control and stock volatility have significant positive on bid-ask spread, while trading volume have significant negative on bid-ask spread. Keywords. internal control; stock volatility; trading volume; spread bid-ask. AbstrakTujuan dari penelitian ini adalah untuk menguji pengaruh pengendalian internal, volatilitas saham, dan volume perdagangan terhadap bid-ask spread perusahaan yang terdaftar dalam indeks LQ45 pada periode 2011 hingga 2015. Variabel dependen yang digunakan dalam penelitian ini adalah bid-ask spread , sedangkan variabel independen yang digunakan dalam penelitian ini adalah pengendalian internal, volatilitas saham, dan volume perdagangan. Dengan menggunakan metode purposive sampling, dari 45 perusahaan yang terdaftar dalam indeks LQ45, 16 perusahaan dipilih sebagai sampel dalam penelitian ini. Jenis data yang digunakan dalam penelitian ini adalah data sekunder yaitu laporan tahunan dan ICamel. Data dianalisis dengan analisis statistik menggunakan analisis regresi berganda. Kemudian data diproses oleh paket statistik untuk ilmu sosial (SPSS) 20. Hasil penelitian ini menunjukkan bahwa kontrol internal, volatilitas saham, dan volume perdagangan secara simultan berpengaruh pada bid-ask spread. Kontrol internal dan volatilitas saham berpengaruh positif signifikan pada bid-ask spread, sedangkan volume perdagangan memiliki negatif signifikan pada spread bid-ask. Kata kunci. pengendalian internal; volatilitas saham; volume perdagangan; spread bid-ask.

scholarly journals ANALISIS PERBANDINGAN VOLUME PERDAGANGAN SAHAM SEBELUM DAN SESUDAH MELAKUKAN STOCK SPLIT PADA PERUSAHAAN YANG TERDAFTAR DI BURSA EFEK INDONESIA PERIODE 2014-2016

2020 ◽  
Vol 5 (2) ◽  
pp. 97
Author(s):  
Indrayani Indrayani ◽  
Murhaban Murhaban ◽  
Syatriani Syatriani
Keyword(s):  
Trading Volume ◽  
Stock Exchange ◽  
Secondary Data ◽  
Financial Statements ◽  
Sampling Techniques ◽  
Manufacturing Companies ◽  
Stock Trading ◽  
Stock Split ◽  
Before And After ◽  
Data Analysis Methods

This study aims to analyze the comparison of the trading volume of shares before and after a stock split on companies listed on the Indonesia stock exchange in 2014-2016. This study uses secondary data in the form of annual financial statements of manufacturing companies in the Indonesia stock exchange in 2014-2016. The number of samples in this study is 30 companies selected using Purposive sampling techniques based on certain criteria. Data analysis methods used in this study are descriptive statistical methods and normality tests. Based on the results of hypothesis testing conducted, it shows that there are differences in the volume of stock trading before and after a stock split on companies listed on the Indonesia Stock Exchange in 2014-2016.

scholarly journals Reaksi Pasar atas Pengumuman Pemecahan Saham pada Perusahaan yang Terdaftar di Bursa Efek Indonesia

2021 ◽  
Vol 31 (10) ◽  
pp. 2530
Author(s):  
Ngakan Putu Wahyu Pandu Dewanata ◽  
I Gde Ary Wirajaya
Keyword(s):  
Stock Prices ◽  
Abnormal Return ◽  
Trading Volume ◽  
Market Reaction ◽  
Secondary Data ◽  
T Test ◽  
Stock Trading ◽  
Stock Split ◽  
Before And After ◽  
The One

This study aims to examine the market reaction caused by the announcement of the stock split. The population used in this study amounted to 67 companies. The method used in sampling using saturated samples, using the entire company that did the stock split. The data obtained is secondary data consisting of stock prices, IHSG, and stock trading volume. In analyzing the data, this study used the One-Sample T-Test and Paired Sample T-Test. The results showed that  there was a market reaction to the announcement of a stock split as indicated by an abnormal return, there was a market reaction to the announcement of a stock split as indicated by the volume of stock trading, there is no difference in markets reaction before and after the announcement of the stock split. Keywords: Stock Split; Abnormal Return; Stock Liquidity.

scholarly journals PENGARUH INDEKS SAHAM GLOBAL DAN KONDISI MAKRO INDONESIA TERHADAP INDEKS HARGA SAHAM GABUNGAN BURSA EFEK INDONESIA

Media Ekonomi ◽  
2018 ◽  
Vol 22 (2) ◽  
pp. 135
Author(s):  
Pardomuan Sihombing ◽  
Rizal ,
Keyword(s):  
Exchange Rate ◽  
Stock Exchange ◽  
Composite Index ◽  
Secondary Data ◽  
United States Dollar ◽  
Independent Variables ◽  
Stock Indices ◽  
Short And Long Term ◽  
Global Stock

<span>The objective of this research is to examine the effect of global stock indices and marco<span>economic condition of Indonesia to Jakarta Stock Exchange Composite Index (JCI). The <span>global stock indices that had been analyzed in this research are Dow Jones Industrial <span>Average (DJIA), Nikkei 225 (N225), Shanghai Stock Exchange Composite (SSE), Financial <span>Times Stock Exchange 100 (FTSE 100), and Hang Seng Index (HSI). The macro economic <span>indicator that had been analyzed in this research are exchange rate United States dollar to <span>Indonesian rupiah, inflation and BI rate. This research was conducted using secondary data.<br /><span>Research periods are 10 years for 120 months since January 2008 until December 2012. This <span>study was analyzed by using error correction model (ECM). By using this method, it can be <span>analyzed the short and long term influence from the independent variables to the dependent <span>variable with its analysis techniques to correct long term imbalances. The result shows that <span>in short term, only DJIA, exchange rate and BI rate have significant effect on JCI. While in <span>long term, DJIA, N225, SSE, HSI, and BI rate have significant effect on JCI. Adjusted Rsquare value of 0.444987 can illustrate that the dependent variable is explained by the <span>independent variables for 44.499 percent, while the rest are influenced by the other <span>variables.</span></span></span></span></span></span></span></span></span></span></span></span></span></span><br /></span>

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